+48.5%
PFG vs TCOM
-46.8%
+95.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -3.0% | -6.5% | +3.5% | -2.6% |
| 30D | +2.5% | -16.2% | +18.7% | +3.6% |
| 3M | +6.1% | -19.3% | +25.4% | +7.6% |
| 6M | +31.3% | -27.2% | +58.5% | +34.2% |
| YTD | +33.6% | -46.2% | +79.7% | +36.2% |
| 1Y | +48.5% | -46.6% | +95.1% | +50.9% |
| All | +48.5% | -46.8% | +95.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling